oblivion's main quest was like the fourth best part of the (vanilla) game, though two of the top 3 are DLC
...I guess the villain is the specific part I like. All of Mankar Camoran's dialogue is raw, first-draft Michael Kirkbride writing set to Terence Stamp's voice. There's a sort of accidental batshit quality to it that can't be replicated elsewhere. I mean, except maybe in, uh, other Bethesda writing, but really Bethesda's writing in general has a problem with being uninspired as opposed to rough and full of mistakes and weird like Camoran's is (I think he gets every single plane of Oblivion he mentions) wrong, isn't that amazing?).
FO3's main plot was bad. It was like they tried to hit all the stuff Fallout and Fallout 2 did but completely misunderstood that stories are made of events rather than things (which, now that I think of it, is Bethesda's style of worldbuilding nowadays anyway, huh, things instead of events) and also added your dad who knows you better than you do to try to make up for it.
FO4's plot feels like they tried to go New Vegas but still didn't get the memo about things. I'm also not sure if they realize that competent villains are cooler than incompetent ones. Actually, now that I think of it, that's always a problem with Bethesda. Dagoth Ur yells at you impotently as you whack away at the Heart, Mankar Camoran and his sister-daughter (he who enters paradise enters his own mother, AE ALMA RUMA) fight like slightly above average enemy mages, Jygallag is actually mildly interesting of a fight, since there's something of a puzzle element to it with the crystals, but he's still just a big humanoid, Umaril is definitely a big humanoid, Fallout 3's final encounter is against an ordinary human being with little armor and nothing special to him whatsoever, Skyrim's final boss is a slightly more threatening than usual dragon and Dragonborn's final boss is basically a slightly more threatening than usual dragon priest. Goddamn. Fallout's final boss is The Master and Fallout 2's is a beefed up (!!)) super mutant in power armor.
I only listed what I've actually played enough to be familiar with, there.